On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2014
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| In: |
Journal of empirical finance
Year: 2014, Jahrgang: 29, Pages: 26-40 |
| ISSN: | 0927-5398 |
| DOI: | 10.1016/j.jempfin.2014.03.009 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org/10.1016/j.jempfin.2014.03.009
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| Verfasserangaben: | Christian Conrad, Karin Loch, Daniel Rittler |
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